+38.8%
TMUS vs TRI
-17.7%
+56.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +1.2% |
| 7D | -0.3% | -7.1% | +6.8% | +0.9% |
| 30D | +3.1% | -2.3% | +5.5% | +3.4% |
| 3M | +2.4% | +19.6% | -17.2% | -0.5% |
| 6M | -17.1% | -8.7% | -8.4% | -17.0% |
| YTD | -9.1% | -22.3% | +13.2% | -4.3% |
| 1Y | -23.6% | -40.7% | +17.0% | -14.1% |
| 3Y | +38.8% | -17.8% | +56.6% | +42.5% |
| All | +38.8% | -17.7% | +56.5% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling